-76.8%
PATH vs STZ
-27.7%
-49.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.6% | +11.8% | -17.4% | -10.0% |
| 30D | -0.7% | +26.0% | -26.7% | -10.2% |
| 3M | -5.9% | +11.5% | -17.4% | -10.4% |
| 6M | +21.6% | -2.0% | +23.6% | +21.4% |
| YTD | -20.6% | +7.9% | -28.5% | -26.6% |
| 1Y | -10.6% | +13.9% | -24.5% | -19.9% |
| 3Y | -24.9% | -35.8% | +11.0% | -8.4% |
| 5Y | -76.8% | -28.4% | -48.4% | -73.1% |
| All | -76.8% | -27.7% | -49.1% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling